Delta Buy/Sell Volume

[Stone]

You are the man!!! Awesome stuff! Thanks again,

Stone

Here's a new version. Differences are mainly cosmetic

• Added Candlestick: show outline parameter
• Added Candlestick : enhance HiLo Bar parameter (thickness is doubled)
• Width of Outline as defined in general properties is now correctly used to draw the Candlesticks

Initial parameters are now

• File Format : Binary
• Compress Ticks : False
• Calculation Mode : BidAsk
• Cumulative : Yes
• Show Candlestick outline : false
• Enhance Candlestick HiLo Bar : yes
• Paint Type : StrongUpDown

[gomifromparis]

Gomi,

I use the version 3.7b, however there is only "Recording KO",
when I refresh the chart, these words will also be gone and left nothing.
I press the F5 but not work.

Yes, compress ticks are all set to false , as you mentioned in your previous posters.

If "Recording" completely disappears, it means an exception was thrown. Check log tab in control center.

[rt-trader]

Gomi,

Your indicator is a terrific piece of work - thankyou very much for making it available.

A couple of questions on its operation;

1. If there are 2 or more instances of the indicator is running on the same instrument with different chart settings, I presume the first instance of the indicator is the one that does the recording. What happens if the chart doing the recording is closed? Does recording get parsed off to another chart automatically or is it necessary to refresh the indicator to re-initiate recording?

2. On Friday (July 31) ES was very active at 08:30 am EDT at US GDP announcement time. On a 2 tick range chart there were a number of bars with the same timestamp. Live they display correctly, but later on reloading they didnt. The indicator was recording in Short File Format and I guess that the same bar/timestamps got merged hence the incorrect display.
Would recoding in Binary mode have prevented that?

3. If history has been recoded in Short Format - it wont load if the setting is changed to Binary. What happens if two charts are open for the same instrument - one with Short setting to view history, the other with Binary to capture new data?

Thanks

[timmyb]

I was curious, since there are so many suing this if it is possible or us to share data?? I know we can share recorded data, but i was curious about the folder in my documents that records the tick by tick. That way some of us with disconnects or not complete data could get it??

Anyone want to share??

tim

[gomifromparis]

Gomi,

Your indicator is a terrific piece of work - thankyou very much for making it available.

A couple of questions on its operation;

1. If there are 2 or more instances of the indicator is running on the same instrument with different chart settings, I presume the first instance of the indicator is the one that does the recording. What happens if the chart doing the recording is closed? Does recording get parsed off to another chart automatically or is it necessary to refresh the indicator to re-initiate recording?

2. On Friday (July 31) ES was very active at 08:30 am EDT at US GDP announcement time. On a 2 tick range chart there were a number of bars with the same timestamp. Live they display correctly, but later on reloading they didnt. The indicator was recording in Short File Format and I guess that the same bar/timestamps got merged hence the incorrect display.
Would recoding in Binary mode have prevented that?

3. If history has been recoded in Short Format - it wont load if the setting is changed to Binary. What happens if two charts are open for the same instrument - one with Short setting to view history, the other with Binary to capture new data?

Thanks

1) The chart making the recording is the one with "Recording OK", the others will be "Recording KO". It the recording chart gets closed, you have to F5 a chart with "Recording KO", it will become "Recording OK". But it is not automatic

2) No, all formats record the same data. The problem you is see is because the timestamp of the chart has a 1 second precision, so all data from a specific second can only be used on 1 GomCD bar. That's why you have 1 bar at 8:30:00, then no data, then 1 bar as 8:30:01 etc... Precision could be better if Ninja stored timestamps with better precision.

3) The Short will record in short format, and the Binary will record in Binary format. You can also convert your file formats with the File Converter that should be somewhere on the GomRecorderIndicator thread.

[gomifromparis]

I was curious, since there are so many suing this if it is possible or us to share data?? I know we can share recorded data, but i was curious about the folder in my documents that records the tick by tick. That way some of us with disconnects or not complete data could get it??

Anyone want to share??

tim

If you use eSignal, QCharts or IQFeed, a good idea to maintain a good GomCD file is to buy QCollector, get the intraday data with QCollector on a daily basis, convert it to GomCD file with the FileConverter (format has to be set to Collector, and the file should look like :
30/07/2009 16:06:21;;;0;990
30/07/2009 16:06:21;990;1;;
30/07/2009 16:06:21;990;1;;
30/07/2009 16:06:21;;;989,75;0

And concatenate the day's data to a full correct file using copy /bin file1.dat+file2.dat file3.dat

For instance, you can maintain a EStodate.dat file.

Suppose july 28 just ended.

You have a GomCD file called ESto27.dat that contains all data to the 27th.
Run QCollector. Get the file. Convert it, you'll get a GomConverterFile.Binary.dat that contains data of the 28th.

Then you do

copy /bin ESto27.dat+GomConverterFile.Binary.dat ESto28.dat

so you get a correct historical ESto28.dat

And then you to use it like your "work" file :

copy  ESto28.dat "ES ##-##.Binary.dat"

And you start again the next day, or the next week.

[timmyb]

If you use eSignal, QCharts or IQFeed, a good idea to maintain a good GomCD file is to buy QCollector, get the intraday data with QCollector on a daily basis, convert it to GomCD file with the FileConverter (format has to be set to Collector, and the file should look like :
30/07/2009 16:06:21;;;0;990
30/07/2009 16:06:21;990;1;;
30/07/2009 16:06:21;990;1;;
30/07/2009 16:06:21;;;989,75;0

And concatenate the day's data to a full correct file using copy /bin file1.dat+file2.dat file3.dat

For instance, you can maintain a EStodate.dat file.

Suppose july 28 just ended.

You have a GomCD file called ESto27.dat that contains all data to the 27th.
Run QCollector. Get the file. Convert it, you'll get a GomConverterFile.Binary.dat that contains data of the 28th.

Then you do

copy /bin ESto27.dat+GomConverterFile.Binary.dat ESto28.dat

so you get a correct historical ESto28.dat

And then you to use it like your "work" file :

copy  ESto28.dat "ES ##-##.Binary.dat"

And you start again the next day, or the next week.

thanks gomi i am looking into qcollector now, but i use zenfire so i don't know if it is compatible. will find out though

[gomifromparis]

if Ninjatrader does not fly out the G5 right away to pick you up then FulcrumTrader Group will!!!

Mmmh, thanks, but no thanks. Being French, I only travel on 7X

BTW, L O V E that chart background COLOR ! ! !

Yeah, wonder where I got THAT idea !

[timmyb]

I noticed this website

called slick charts that offers free tick data. I was curious if someone who is knowledgeable enough can tell me if the gom converter can handle this.

it looks like this when you open it.

YM,2009-12,7/23/2009,03:30:00 PM,8917,10

that is one line of it

thanks guys for great help and a excellent thread.

[gomifromparis]

No it won't.
You'd have to write some code to convert it to Ninja export format first.

[rt-trader]

1) The chart making the recording is the one with "Recording OK", the others will be "Recording KO". It the recording chart gets closed, you have to F5 a chart with "Recording KO", it will become "Recording OK". But it is not automatic

2) No, all formats record the same data. The problem you is see is because the timestamp of the chart has a 1 second precision, so all data from a specific second can only be used on 1 GomCD bar. That's why you have 1 bar at 8:30:00, then no data, then 1 bar as 8:30:01 etc... Precision could be better if Ninja stored timestamps with better precision.

3) The Short will record in short format, and the Binary will record in Binary format. You can also convert your file formats with the File Converter that should be somewhere on the GomRecorderIndicator thread.

Thanks for the replies Gomi.
Re point 1 - I wasnt seeing the "Recoding OK" message as the text color had been resolved to be the same as my chart color (Gray). I manually changed ColorNeutral to black (v3.7b).
I see you have changed this in v3.8 - thanks.....

[timmyb]

again i just want to post a thank you to gomi, for helping everyone and posting replies so much, THANKS GOMI.

[tiger123]

Here's a new version. Differences are mainly cosmetic

Awesome. Deeply appreciated for sharing your work.
We are so fortunate without having to spend a few thounsands dollars to buy this high quality product.

Thanks a lot, Gomi.

Tiger

[gomifromparis]

Thanks to all !

Hello Gomi
Can you tell me is it possible to
get separately volume of Bid and Ask form
GomCD indicator, not difference between
Bid-Ask volume.
I`m sincerely hope that you`ll help me

Sorry, not possible but you could develop it using GomRecorderIndicator framework.

[timmyb]

If anyone needs recorded data i am trying to leave pc on all week. I can upload eow. if anyone has all of last week let me know or any other time further back. I would not mind swapping